Hawker-Siddely 900XP, range is around 3200 miles, so no, it didn't fly nonstop to Italy from Denver.
However, do not assume the plane in the photo is the plane they flew, that appears to be a stock photo of "private plane", despite what the movies do, they do not roll out a red carpet for every arrival.
Any of the later Gulfstream models (G600, G650, G700) can do that route with fuel to spare, especially with a 10 passenger load.
I do not fault the Pilot, they just file a flight plan, EU airspace is not restricted, just entry.